Hi Mark
Is it the CC or C & CC site you're going to?
Both are good, although quite different in character. We always stay at the CC site - mostly hardstandings, quite formally laid out, beautifully kept site, excellent services, lovely friendly wardens. We haven't actually stayed at the C&CC site but have visited to have a look - mostly grass, much more informal, very pretty woodland setting. Probably better if you have children.
There is a well-equipped shop in the midst of the woods - very near the C&CC site, a 10 mins walk through the woods from the CC site. The 'Big House' is walkable through the woods. The whole of the Sandringham estate is open to the public (although the House and grounds immediately inside the walled garden are only open when the royals are not in residence). There is a very impressive visitor centre, lovely cafe, small garden centre and nice clean eco-friendly toilets just outside the 'Big House'. Plenty of parking, nature trail through the woods.
We like it there and have been several times. We're going at Christmas (for the second year running!).
HTH